Perhaps you might find something here to contribute to your celebrations at this time of year:
With festive lights livening up the streets, Nativity scenes set up in various locations, and holiday tunes setting the holiday atmosphere, Spaniards celebrate the arrival of the Kings with a joyful parade called the Cabalgata de los Reyes Magos. The kings ride upon horses or elaborate floats and throw goodies down to the children lining the streets. This is also traditionally the big opportunity for children to ask the Kings for presents.
That evening, before an early night in bed, children leave out their shoes in a spot where the Kings are sure to see them. The religious monarchs, just like Santa Claus, certainly love their sweets, so Spanish children often set out goodies to entice the Kings as well as hay to feed their camels.
When morning arrives, children delightedly discover that the Kings nibbled the sweets, the camels ate the hay, and by their shoes there are wrapped presents just waiting to be torn into.
The magical night comes to a close with another Spanish Christmas tradition: a typical breakfast of Roscón de Reyes, a ring-shaped cake decorated with fruits symbolizing the precious gems that adorned the royal trio’s lavish clothing.
Thanks to enforex for this succinct description.